- Charles Schwab (Lone Tree, CO)
- …and approximately $90 billion in off-balance-sheet brokered deposit agreement notional investments. The Asset Liability Management ( ALM ) team within TCM ... brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management , ALM derivatives, and net interest… more
- Charles Schwab (Lone Tree, CO)
- …solving, helping us "challenge the status quo" and transform the finance industry together._ The Asset Liability Management ( ALM ) team is a team within ... notional investment allocation decisions, balance sheet modeling and analytics, market risk management , ALM derivatives,... quantitative models to support interest rate risk management within ALM team. This includes prepayment… more
- Charles Schwab (Lone Tree, CO)
- …5+ years of work experience in quantitative modeling or validation of Asset Liability Management ( ALM ), market risk or liquidity risk models. + ... clients, and prudently manage our financial risk using sophisticated quantitative approaches. The Model Risk Oversight team plays a...methods and assumptions. Prior experience with Asset Liability Management , Liquidity Risk, or Market… more
- Charles Schwab (Lone Tree, CO)
- …solving, helping us "challenge the status quo" and transform the finance industry together._ The Asset Liability Management ( ALM ) team is a team within ... brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management , ALM derivatives, and net interest… more
- Charles Schwab (Lone Tree, CO)
- …finance, statistics, mathematics, physics, engineering) + 2+ years of work experience in quantitative modeling or ALM /Interest Rate Risk + Understanding of fixed ... is a strategic function within the broader Corporate Risk Management umbrella that utilizes a broad spectrum of models...and to prudently manage our financial risk using sophisticated quantitative approaches. The Model Risk Oversight team plays a… more